Changing uncertainty and the time-varying risk premia in the term structure of nominal interest rates
By: by Jae Won Park.
Series: Working papers / INSEAD -- no.90/35/EP
Publisher: INSEAD
Published: 1990
Place of publication: Fontainebleau
Language: eng
Number of pages: 33
Subjects: Interest rates -- Econometric models.; Bonds -- Econometric models.